I would like to find a step by step solutionfor the following Markowitx problem. It is a standard markowitz problem. The unique detail (wich is why I am posting this question here) is that there is a upper bound and a lowerbound for the weights vector.
The problem I want to solve:
$w$ is the weight vector, $\Sigma$ is the covariance matrix, and $\mu$ is the returns vector.